Nonnegative group bridge and application in financial index tracking.
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| Title: | Nonnegative group bridge and application in financial index tracking. |
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| Authors: | Liu, Yonghui1 (AUTHOR), Lin, Yichen1 (AUTHOR), Song, Xin1 (AUTHOR), Liu, Conan2 (AUTHOR), Liu, Shuangzhe3 (AUTHOR) shuangzhe.liu@canberra.edu.au |
| Source: | Statistical Papers. Apr2024, Vol. 65 Issue 2, p887-907. 21p. |
| Database: | Mathematics Source |
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| ISSN: | 09325026 |
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| DOI: | 10.1007/s00362-023-01406-3 |